Problems with catrgories, can't display them on my homepage

Hi, I'm a bit of a newb, I'm using the academia theme. My blog is for different English as a foreign language lesson plans. All I want is to have a menu down one side with links to my categories, for example,

Conversation classes
Grammar classes
Vocabulary classes
etc.

So that people can click on the link and see all the posts in that category, surely that's possible isn't it? Been fiddling around and I can't seem to do it. Help! Please!